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Stressed portfolio optimization with semiparametric method,
Chuan-Hsiang Han and Kun Wang, in Financial Innovation (2022)
Keywords: Portfolio optimization, Tail risk, Semiparametric method, Kernel method, Copula method, Risk measure, Risk-sensitive value measure, Scaling effect
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Generalized Semiparametric Binary Prediction,
Jeffrey Racine, in Annals of Economics and Finance (2002)
Keywords: Semiparametric, Nonparametric methods
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Nonlinear time series: semiparametric and nonparametric methods,
Jiti Gao, from University Library of Munich, Germany (2007)
Keywords: Estimation in time series, linear time series, model specification, nonlinear time series, nonparametric method, semiparametric method
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Existence and Uniqueness of Semiparametric Projections,
Ivana Komunjer and Giuseppe Ragusa, from Department of Economics, UC San Diego (2009)
Keywords: semiparametric methods, least favorable submodels
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A method of moments estimator for semiparametric index models,
Bas Donkers and Marcia M. A. Schafgans, from London School of Economics and Political Science, LSE Library (2005)
Keywords: semiparametric estimation; multiple index models; average derivative functionals; generalized methods of moments estimator; rank testing
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A method of moments estimator for semiparametric index models,
Bas Donkers and Marcia M Schafgans, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2005)
Keywords: Semiparametric estimation, multiple index models, average derivative functionals, generalized methods of moments estimator, rank testing
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Semiparametric penalty function method in partially linear model selection,
Chaohua Dong, Jiti Gao and Howell Tong, from University Library of Munich, Germany (2006)
Keywords: Linear model; model selection; nonparametric method; partially linear model; semiparametric method
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Contingent Valuation and Semiparametric Methods: A Case Study of the National Museum of Sculpture in Valladolid, Spain,
José Sanz, Luis César Herrero and Ana Bedate, in Journal of Cultural Economics (2003)
Keywords: contingent valuation, museum economics, non-parametric and semiparametric methods, willingness to pay,
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Semiparametric three step estimation methods in labor supply models,
Ana I. Fernández, Juan M. Rodríguez-Póo and Stefan Sperlich, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998)
Keywords: Marginal integration, Additive Models, Semiparametric regression, Heckman estimator three step estimator, Predicted wage methods
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Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review,
Patrick Saart and Jiti Gao, from Monash University, Department of Econometrics and Business Statistics (2012)
Keywords: Autoregressive time series; nonparametric model; nonstationary process; partially linear structure; semiparametric method
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Semiparametric multivariate GARCH models,
Christian Hafner and Jeroen Rombouts, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: multivariate GARCH models, semiparametric methods, efficient estimation
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Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models,
Liqun Wang and Cheng Hsiao, in Journal of Econometrics (2011)
Keywords: Fourier deconvolution; Identifiability; Instrumental variables; Measurement error; Method of moments; Root-n consistency; Semiparametric estimator; Simulation-based estimator;
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Bayesian Non- and Semi-parametric Methods and Applications,
Peter Rossi, from Princeton University Press (2014)
Keywords: Bayesian, non-parametric, semi-parametric, methods, microeconomics, quantitative, marketing, econometric, assumptions, distributional, normal, sample, size, flexible, approximation, fixed, parametric, model, data, smoothing, overfitting, density, smooth, nonsmooth, flexibility, priors, normalization, microeconometrics, regression, instrumental, variables, heterogeneity, R, bayesm, statistics

Semiparametric Estimation of the Size of Oil Tanker Spills,
Ayla Ogus Binatli, from University Library of Munich, Germany (2005)
Keywords: semiparametric methods, sample selection, oil spills
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Are Labor Markets Segmented in Argentina? A Semiparametric Approach,
Sangeeta Pratap and Erwan Quintin, from Centro de Investigacion Economica, ITAM (2002)
Keywords: Segmented Labor Markets, Wages, Semiparametric Methods
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Nonparametric Econometric Methods and Applications,
Thanasis Stengos, in JRFM (2019)
Keywords: nonparametric methods; semiparametric methods; local smoothing; wavelets
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Semiparametric estimation of default probability: Evidence from the Prosper online credit market,
Xiaofeng Li, Ying Shang and Zhi Su, in Economics Letters (2015)
Keywords: Semiparametric method; Single index model; Default probability;
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Inclusive bank based financial development in countries with special needs: A semiparametric analysis,
Monica Das and Sudip R. Basu, in Economic Analysis and Policy (2023)
Keywords: Inequality; Gini coefficient; Financial development; Semiparametric methods;
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The method of envelopes to concisely calculate semiparametric efficient scores under parametric restrictions,
Frangakis Constantine E., in The International Journal of Biostatistics (2021)
Keywords: efficiency, envelope, score, semiparametric
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Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods,
Kui-Wai Li, from University Library of Munich, Germany (2012)
Keywords: Kuznets inverted-U; Nonparametric and semiparametric models; Unbalanced panel data
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A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios,
Xiangjin B. Chen, Param Silvapulle and Mervyn Silvapulle, in Economic Modelling (2014)
Keywords: Copula; Semiparametric method; Value-at-risk; Investment decision;
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A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios,
Xiangjin B. Chen, Param Silvapulle and Mervyn Silvapulle, from Monash University, Department of Econometrics and Business Statistics (2013)
Keywords: Copula; semiparametric method; value-at-Risk; investment decision
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Robustness of a semiparametric estimator of a copula,
Param Silvapulle, Gunky Kim and Mervyn J. Silvapulle, from Econometric Society (2004)
Keywords: Copulas; multivariate joint distribution; inference function method;maximum likelihood mathod;semiparametric method
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Predicting issuer credit ratings using a semiparametric method,
Ruey-Ching Hwang, Huimin Chung and C.K. Chu, in Journal of Empirical Finance (2010)
Keywords: Industry effect Issuer credit rating Market-driven variable Ordered linear probit model Ordered semiparametric probit model
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Estimating semiparametric ARCH (∞) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2003)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility
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An Overview of Modified Semiparametric Memory Estimation Methods,
Marie Busch and Philipp Sibbertsen, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2018)
Keywords: Spurious Long Memory; Semiparametric estimation; Low frequency contamination; Pertubation;Monte Carlo simulation
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An Overview of Modified Semiparametric Memory Estimation Methods,
Marie Busch and Philipp Sibbertsen, in Econometrics (2018)
Keywords: spurious long memory; semiparametric estimation; low frequency contamination; perturbation; Monte Carlo simulation
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Estimating semiparametric ARCH (∞) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2004)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility
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Sieve extremum estimation of a semiparametric transformation model,
Yingqian Lin and Yundong Tu, in Economics Letters (2020)
Keywords: Extremum estimation; Hermite polynomials; Semiparametrics; Sieve method; Transformation;
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Semiparametric Estimation of a Corporate Bond Rating Model,
Yixiao Jiang, in Econometrics (2021)
Keywords: semiparametric method; credit ratings; bias control; financial crisis
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Semiparametric GMM estimation of spatial autoregressive models,
Liangjun Su, in Journal of Econometrics (2012)
Keywords: Generalized method of moments; Local instruments; Nonlinearity; Semiparametrics; Spatial autoregression;
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Semiparametric efficient estimators in heteroscedastic error models,
Mijeong Kim and Yanyuan Ma, in Annals of the Institute of Statistical Mathematics (2019)
Keywords: Heteroscedasticity, Semiparametric method, Standardized regression error, Variance function
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A simple and efficient estimation method for models with nonignorable missing data,
Chunrong Ai, Oliver Linton and Zheng Zhang, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
Keywords: Nonignorable nonresponse; Generalized method of moments; Semiparametric efficiency
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A Novel Robust Method for Estimating the Covariance Matrix of Financial Returns with Applications to Risk Management,
Arturo Leccadito, Alessandro Staino and Pietro Toscano, from Université catholique de Louvain, Louvain Finance (LFIN) (2022)
Keywords: VaR ; ES ; Gerber statistic ; parametric methods ; nonparametric methods ; semiparametric methods
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Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide,
Xiaohong Chen and Yin Jia Jeff Qiu, in Annual Review of Economics (2016)
Keywords: conditional moment restrictions containing unknown functions, (quantile) instrumental variables, linear and nonlinear functionals, sieve minimum distance, sieve GMM, sieve Wald, QLR, bootstrap, semiparametric two-step GMM, numerical equivalence
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Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide,
Xiaohong Chen and Yin Jia Qiu, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Conditional moment restrictions containing unknown functions, (Quantile) Instrumental variables, Linear and nonlinear functionals, Sieve minimum distance, Sieve GMM, Sieve Wald, QLR, Bootstrap, Semiparametric two-step GMM, Numerical equivalence
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Arriving at a decision: A semi-parametric approach to institutional birth choice in India,
Prateek Bansal, Ricardo A. Daziano and Naveen Sunder, in Journal of choice modelling (2019)
Keywords: Institutional delivery; India; Discrete choice; Semi-parametric methods; Revealed preferences;
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A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price,
Sebastiano Manzan and Dawit Zerom, from University Library of Munich, Germany (2008)
Keywords: semiparametric methods; partially linear additive model; gasoline demand
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A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price,
Sebastiano Manzan and Dawit Zerom, in Econometric Reviews (2010)
Keywords: Gasoline demand, Partially linear additive model, Semiparametric methods,
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Semiparametric estimation and testing in a model of environmental regulation with adverse selection,
Pascal Lavergne and Alban Thomas, in Empirical Economics (2005)
Keywords: Semiparametric and non parametric methods, asymmetric and private information, C14, D82,
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A Bayesian Modeling Approach for Generalized Semiparametric Structural Equation Models,
Xin-Yuan Song, Zhao-Hua Lu, Jing-Heng Cai and Edward Ip, in Psychometrika (2013)
Keywords: Bayesian P-splines, latent variables, MCMC methods, semiparametric models,
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A semiparametric multiply robust multiple imputation method for causal inference,
Benjamin Gochanour, Sixia Chen, Laura Beebe and David Haziza, in Metrika: International Journal for Theoretical and Applied Statistics (2023)
Keywords: Bootstrap, Causal inference, Multiple imputation, Multiple robustness, Semiparametric statistics
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Semi-parametric Expected Shortfall Forecasting,
Cathy W. S. Chen and Richard Gerlach, from University of Sydney Business School, Discipline of Business Analytics (2014)
Keywords: CARE model; Nonlinear; Asymmetric Gaussian distribution; Expected; Markov chain Monte Carlo method; Semi-parametric
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A Flexible Semiparametric Model for Time Series,
Degui Li, Oliver Linton and Zudi Lu, from Monash University, Department of Econometrics and Business Statistics (2012)
Keywords: Asymptotic normality, model averaging, Nadaraya-Watson kernel estimation, near epoch dependence, semiparametric method
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A flexible semiparametric model for time series,
Degui Li, Oliver Linton and Zudi Lu, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Keywords: Asymptotic normality, model averaging, Nadaraya-Watson kernel estimation, near epoch dependence, semiparametric method.
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A semiparametric method of boundary correction for kernel density estimation,
T. Alberts and R. J. Karunamuni, in Statistics & Probability Letters (2003)
Keywords: Kernel density estimation Boundary effects Linear Bayes methods Mean squared error
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Inferential methods for elasticity estimates,
Joseph Hirschberg, Jeanette Lye and Daniel Slottje, in Journal of Econometrics (2008)
Keywords: Engel curves Fieller method Tobit Robust regression Semiparametric
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A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics,
N. Iranpanah, M. Mohammadzadeh and C.C. Taylor, in Computational Statistics & Data Analysis (2011)
Keywords: Moving block bootstrap Semi-parametric bootstrap Plug-in kriging Monte Carlo simulation Coal-ash data
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A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse,
Kosuke Morikawa and Jae Kwang Kim, in Statistics & Probability Letters (2018)
Keywords: Empirical likelihood; Incomplete data; Nonignorable; Nonresponse; Not missing at random (NMAR); Semiparametric estimation;
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Estimating semiparametric ARCH (8) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2003)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility.
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A semiparametric copula method for Cox models with covariate measurement error,
Sehee Kim, Yi Li and Donna Spiegelman, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2016)
Keywords: Bias correction, Copula, Error-prone covariate, Measurement error, Semiparametric, Survival analysis
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Semiparametric marginal and association regression methods for clustered binary data,
Grace Yi, Wenqing He and Hua Liang, in Annals of the Institute of Statistical Mathematics (2011)
Keywords: Association, Binary outcomes, Clustered data, Estimating equation, Missing at random, Semiparametric estimation,
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A review of effective age models and associated non- and semiparametric methods,
Eric Beutner, in Econometrics and Statistics (2023)
Keywords: Recurrent event; Effective age; non- and semiparametric inference; Counting process; Empirical process;
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Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods,
Oliver Linton and Enno Mammen, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003)
Keywords: ARCH, inverse problem, kernel estimation, news impact curve, nonparametric regression, profile likelihood, semiparametric estimation, volatility
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Conditional Value-at-Risk: Semiparametric estimation and inference,
Chuan-Sheng Wang and Zhibiao Zhao, in Journal of Econometrics (2016)
Keywords: Bootstrap; Conditional expected shortfall; Conditional Value-at-Risk; Nonlinear time series; Quantile regression; Semiparametric methods;
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Bayesian local influence of semiparametric structural equation models,
Ming Ouyang, Xiaodong Yan, Ji Chen, Niansheng Tang and Xinyuan Song, in Computational Statistics & Data Analysis (2017)
Keywords: Bayesian local influence; Latent variables; Markov chain Monte Carlo methods; Perturbation schemes; Semiparametric modeling;
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Semiparametric estimation for linear regression with symmetric errors,
Chew-Seng Chee and Byungtae Seo, in Computational Statistics & Data Analysis (2020)
Keywords: Doubly smoothed likelihood method; Robust estimators; Semiparametric mixture models; Symmetric regression errors;
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Semiparametric diffusion estimation and application to a stock market index,
Wolfgang Härdle, Torsten Kleinow, Alexander P. Korostelev, Camille Logeay and Eckhard Platen, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
Keywords: Identification, Bootstrap, Diffusion, Continuous-time financial models, Semiparametric methods, Kernel smoothing
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Semiparametric diffusion estimation and application to a stock market index,
Wolfgang Hardle, Torsten Kleinow, Alexander Korostelev, Camille Logeay and Eckhard Platen, in Quantitative Finance (2008)
Keywords: Diffusion, Identification, Continuous-time financial models, Semiparametric methods, Kernel smoothing, Bootstrap,
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Efficient semiparametric estimation for Gini inequality treatment effects,
Xiaofeng Lv, Rui Li and Zheng Fang, in Economics Letters (2017)
Keywords: Gini inequality; Treatment effects; Semiparametric method; Two-step estimation; Efficiency bound;
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Density Forecasts in Panel Models: A semiparametric Bayesian Perspective*,
Laura Liu, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017)
Keywords: Bayesian, Semiparametric Methods, Panel Data, Density Forecasts, Posterior Consistency, Young Firms Dynamics
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Semiparametric Diffusion Estimation and Application to a Stock Market Index,
Wolfgang Härdle, Torsten Kleinow, Alexander Korostelev, Camille Logeay and Eckhard Platen, from Quantitative Finance Research Centre, University of Technology, Sydney (2001)
Keywords: diffusion; identification; continuous-time financial models; semi-parametric methods; kernel smoothing; bootstrap
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Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk,
J. Baixauli and Susana Alvarez, in Computational Economics (2012)
Keywords: Credit default swaps, Implied severity, Semiparametric estimation,
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An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos de selección muestral,
Ana Fernandez-Sainz and Juan M. Rodríguez-Póo, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2010)
Keywords: sample selection models; distributional assumptions; semiparametric two-step estimation methods; modelos de selección muestral; hipótesis distribucionales; métodos de estimación en dos etapas semiparamétricos
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Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach,
Weiren Wang and Mai Zhou, from University Library of Munich, Germany (1995)
Keywords: Binary choice models, EM algorithm, least squares method, semi-parametric estimation.
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Semiparametric model for the dichotomized functional outcome after stroke: The Northern Manhattan Study,
Huaihou Chen, Myunghee Cho Paik, Mandip S. Dhamoon, Yeseon Park Moon, Joshua Willey, Ralph L. Sacco and Mitchell S.V. Elkind, in Computational Statistics & Data Analysis (2012)
Keywords: Generalized estimating equation; Kernel method; Regression splines; Semiparametric longitudinal data analysis;
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Analyzing Tax Policy and Economic Growth by Using Semi-Parametric Approach,
Mariuam Shafi, Zahid Asghar and Saqlain Raza, in Journal of Economic and Social Thought (2016)
Keywords: Spline smoothing method, Semi-parametric, Tax structure, Economic growth, Average marginal tax rate.
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Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective,
Laura Liu, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2020)
Keywords: Bayesian, Semiparametric Methods, Panel Data, Density Forecasts, Posterior Consistency, Young Firm Dynamics
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Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling,
Makoto Abe, Yasemin Boztuæg and Lutz Hildebrandt, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
Keywords: nonparametric method, semiparametric model, generalized additive models, brand choice, stochastic utility maximization, scanner panel data
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Semiparametric EGARCH model with the case study of China stock market,
Hu Yang and Xingcui Wu, in Economic Modelling (2011)
Keywords: Markov; Mixing; Local Polynomial Estimate; Semiparametric method; Asymptotic normality; Stock market;
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Higher-order kernel semiparametric M-estimation of long memory,
Peter Robinson and Marc Henry, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Long memory; semiparametric methods; higher-order kernel; Mestimation; bias; mean squared error
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Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors,
Suyong Song, in Journal of Econometrics (2015)
Keywords: Semiparametric conditional moment restrictions; Method of sieve; Endogeneity; Nonclassical measurement error; Instrumental variable;
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Semiparametric model building for regression models with time-varying parameters,
Ting Zhang, in Journal of Econometrics (2015)
Keywords: Information criterion; Nonstationary processes; Penalization methods; Semiparametric variable selection; Time-varying coefficient models;
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Semiparametric analysis of complex polygenic gene-environment interactions in case-control studies,
Odile Stalder, Alex Asher, Liang Liang, Raymond J Carroll, Yanyuan Ma and Nilanjan Chatterjee, in Biometrika (2017)
Keywords: Case-control study, Gene-environment interaction, Genetic epidemiology, Pseudolikelihood, Retrospective study, Semiparametric method
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A semiparametric model for compositional data analysis in presence of covariates on the simplex,
Malini Iyengar and Dipak Dey, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2002)
Keywords: Compositional data, Markov chain Monte Carlo methods, posterior predictive distribution, semiparametric density estimation, 62A15, 62F15,
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Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach,
Hongjun Li, Zhongjian Lin and Cheng Hsiao, in Empirical Economics (2015)
Keywords: Purchasing power parity, Cointegration test, Semiparametric method, Varing coefficient model, C12, C14, F31,
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Semi-parametric regression when some (expensive) covariates are missing by design,
Göran Kauermann and Mehboob Ali, in Statistical Papers (2021)
Keywords: Semi-parametric model, Two phase sampling, Unequal probability, Missing data methods
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Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models,
Kien Tran and Mike Tsionas, in Econometric Reviews (2010)
Keywords: Local Generalized Method of Moments, Monte Carlo simulation, Semiparametric panel data model, Smooth coefficient,
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Higher-Order Kernel Semiparametric M-Estimation of Long Memory,
Marc Henry and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002)
Keywords: Long memory, semiparametric methods, higher-order kernel, M-estimation, bias, mean-squared error.
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Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation,
Donald Andrews, from Cowles Foundation for Research in Economics, Yale University (1990)
Keywords: Asymptotic results, bracketing method, empirical process, kernel estimator, nonparametric density estimator, nonparametric regression estimator, semiparametric estimator, semiparametric test, series expansion, Sobolev norm, stochastic equicontinuity
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Root-n-consistent semiparametric estimation of partially linear models based on k-nn method,
Zhenjuan Liu, Xuewen Lu, Zhenjuan Liu and Xuewen Lu, in Econometric Reviews (1997)
Keywords: Semiparametric regression, nearest neighbor nonparametric regression, partially linear model,
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A Bayesian Sample Size Estimation Procedure Based on a B-Splines Semiparametric Elicitation Method,
Danila Azzolina, Paola Berchialla, Silvia Bressan, Liviana Da Dalt, Dario Gregori and Ileana Baldi, in IJERPH (2022)
Keywords: Bayesian trial; semiparametric; elicitation; sample size; phase II
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The Impact of Residents’ Online Consumption on Offline Consumption—An Ordered Probit Semi-Parametric Estimation Method,
Xianjin Tu, Victor Shi, Ming Zhang and Gangwu Lv, in Sustainability (2021)
Keywords: online consumption; offline consumption; ordered probit model; semi-parametric estimation
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Multiple imputation method for the semiparametric accelerated failure time mixture cure model,
Linzhi Xu and Jiajia Zhang, in Computational Statistics & Data Analysis (2010)
Keywords: Accelerated failure time model Mixture cure model Multiple imputation Rank estimation method Profile likelihood method
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Semiparametric fractional cointegration analysis,
D Marinucci and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2001)
Keywords: Semiparametric analysis; fractional cointegration
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Semiparametric Fixed-Effects Estimator,
François Libois and Vincenzo Verardi, from University of Namur, Department of Economics (2012)
Keywords: xtsemipar, Semiparametric estimations
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Semiparametric Fractional Cointegration Analysis,
D Marinucci and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2001)
Keywords: Semiparametric analysis, fractional cointegration.
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Education, Intelligence, and Well-Being: Evidence from a Semiparametric Latent Variable Transformation Model for Multiple Outcomes of Mixed Types,
Ling Zhou, Huazhen Lin and Yi-Chen Lin, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2016)
Keywords: Well-being, Education, Intelligence, Maternal education, Latent variable model, Semiparametric method, I25, I31,
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Semiparametric transformation model in presence of cure fraction: a hierarchical Bayesian approach assuming the unknown hazards as latent factors,
Jorge Alberto Achcar and Emerson Barili, in Statistical Methods & Applications (2024)
Keywords: Lifetime data, Semiparametric models, Censored data, Covariates, Bayesian analysis, MCMC methods, Cure fraction
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A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators,
Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn, in The Review of Economics and Statistics (2012)
Keywords: semiparametric inference
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Semiparametric estimation and testing in models of adverse selection, with an aplication to environmental regulation,
Pascal Lavergne and Alban Thomas, from Universidad Carlos III de Madrid. Departamento de Estadística (1997)
Keywords: Semiparametric estimation
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All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components,
Yao Kpegli, Brice Corgnet and Adam Zylbersztejn, in Journal of Mathematical Economics (2023)
Keywords: Prospect theory; Semi-parametric elicitation; Risk attitudes; Weighting function; Loss aversion;
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All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components,
Yao Kpegli, Brice Corgnet and Adam Zylbersztejn, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2020)
Keywords: Prospect theory, semi-parametric estimation, risk attitudes, weighting function, loss aversion
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Tax Policy and Economic Growth: A Semi-Parametric Approach Using AMT,
Maryam Shafi and Zahid Asghar, from University Library of Munich, Germany (2015)
Keywords: Tax Policy, Economic Growth, Semi-Parametric Method, Pakistan, Sri-Lanka, Nepal, India, Maldives, Average Marginal Tax Rate (AMTR)
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Foreign Direct Investment and Growth Symbiosis: A Semiparametric System of Simultaneous Equations Analysis,
Nadine McCloud, Delgado Michael S. and Subal Kumbhakar, in Journal of Econometric Methods (2018)
Keywords: economic growth, foreign direct investment, institutional quality, instrumental variables, nonparametric method of moments, parameter heterogeneity, semiparametric system of equations model
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Inference on semiparametric models with discrete regressors,
Juan Mora, from Universidad Carlos III de Madrid. Departamento de Estadística (1993)
Keywords: Semiparametric partially linear model
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Semi-parametric Models for Satisfaction with Income,
Charles Bellemare, Bertrand Melenberg and Arthur van Soest, from Tilburg University, Center for Economic Research (2002)
Keywords: incomes; semiparametric estimation; satisfaction
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A semiparametric conditional duration model,
Mardi Dungey, Xiangdong Long, Aman Ullah and Yun Wang, in Economics Letters (2014)
Keywords: Duration; Nonparametric estimator; Semiparametric model;
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The influence function of semiparametric estimators,
Hidehiko Ichimura and Whitney Newey, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: Influence function, semiparametric estimation, NPIV
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Moment Restriction-based Econometric Methods: An Overview,
Naoto Kunitomo, Michael McAleer and Yoshihiko Nishiyama, from University of Canterbury, Department of Economics and Finance (2010)
Keywords: Moment restrictions; Parametric; semiparametric and nonparametric methods; Estimation; Testing; Robustness; Model misspecification
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